Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 200,864
Positions
103,436 19,810 302 32,122 84,783 5,148 12,792 48,113 6,115 10,438 1,787 6 30,505 34,800
Changes from: November 21, 2023 Total Change is: -2,384
-1,474 417 -42 1,427 1,194 -1,194 -1,504 -2,804 1,227 132 122 0 -956 -1,304
Percent of Open Interest Represented by Each Category of Trader
51.5 9.9 0.2 16.0 42.2 2.6 6.4 24.0 3.0 5.2 0.9 0.0 15.2 17.3
Number of Traders in Each Category Total Traders: 115
11 . . 14 33 11 15 26 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 60,479
Positions
27,324 7,610 1,349 10,186 20,453 73 8,095 12,611 227 1,471 0 0 11,754 18,156
Changes from: November 21, 2023 Total Change is: 1,664
-1,180 1,927 50 1,360 -1,150 -87 -314 2,280 194 0 0 0 1,641 -1,550
Percent of Open Interest Represented by Each Category of Trader
45.2 12.6 2.2 16.8 33.8 0.1 13.4 20.9 0.4 2.4 0.0 0.0 19.4 30.0
Number of Traders in Each Category Total Traders: 50
7 . . . 10 . 8 17 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 217,372
Positions
50,777 22,954 4,696 65,116 90,441 3,753 53,346 50,194 13,617 0 3,481 0 26,067 28,236
Changes from: November 21, 2023 Total Change is: 8,715
-21,251 5,498 255 20,594 -6,472 375 6,776 9,959 2,536 0 75 0 -570 -3,511
Percent of Open Interest Represented by Each Category of Trader
23.4 10.6 2.2 30.0 41.6 1.7 24.5 23.1 6.3 0.0 1.6 0.0 12.0 13.0
Number of Traders in Each Category Total Traders: 120
4 8 . 16 28 12 26 33 16 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 260,781
Positions
89,522 17,307 1,121 66,352 90,498 4,473 35,448 100,758 6,193 13,281 1,585 9 44,382 38,837
Changes from: November 21, 2023 Total Change is: -4,122
-1,919 -1,148 60 -2,898 -735 941 -3,305 -900 -1,059 246 426 2 3,810 -1,709
Percent of Open Interest Represented by Each Category of Trader
34.3 6.6 0.4 25.4 34.7 1.7 13.6 38.6 2.4 5.1 0.6 0.0 17.0 14.9
Number of Traders in Each Category Total Traders: 153
13 6 4 21 32 11 29 34 17 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 727,138
Positions
19,358 459,111 4,893 465,952 93,795 22,285 73,233 63,049 21,371 33,611 9,349 3,822 82,613 49,463
Changes from: November 21, 2023 Total Change is: 14,774
41 16,753 -5 12,543 -5,632 -504 -419 -2,540 4,193 -11 559 -187 -877 2,137
Percent of Open Interest Represented by Each Category of Trader
2.7 63.1 0.7 64.1 12.9 3.1 10.1 8.7 2.9 4.6 1.3 0.5 11.4 6.8
Number of Traders in Each Category Total Traders: 301
12 17 5 116 32 49 44 46 26 23 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,471
Positions
0 11,622 0 14,027 1,040 3,101 425 9,683 200 0 0 0 11,718 3,825
Changes from: November 21, 2023 Total Change is: -482
0 5 0 58 -409 397 425 -432 200 0 0 0 -1,562 -243
Percent of Open Interest Represented by Each Category of Trader
0.0 39.4 0.0 47.6 3.5 10.5 1.4 32.9 0.7 0.0 0.0 0.0 39.8 13.0
Number of Traders in Each Category Total Traders: 29
0 . 0 16 . 7 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 197,053
Positions
104,262 12,571 1,843 27,973 108,657 5,753 23,530 34,309 6,989 2,342 0 0 24,361 26,931
Changes from: November 21, 2023 Total Change is: 455
-1,659 8,530 285 1,193 -6,479 -586 -656 -1,730 2,461 -21 0 0 -562 -2,026
Percent of Open Interest Represented by Each Category of Trader
52.9 6.4 0.9 14.2 55.1 2.9 11.9 17.4 3.5 1.2 0.0 0.0 12.4 13.7
Number of Traders in Each Category Total Traders: 105
9 5 . 15 22 10 24 24 11 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 247,503
Positions
23,586 76,514 119 132,778 4,813 911 75,882 57,667 2,243 4,144 103,352 0 7,840 1,884
Changes from: November 21, 2023 Total Change is: 21,531
-176 9,479 -38 7,555 687 -7 11,411 10,800 1,606 482 -11 0 698 -985
Percent of Open Interest Represented by Each Category of Trader
9.5 30.9 0.0 53.6 1.9 0.4 30.7 23.3 0.9 1.7 41.8 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 167
4 9 . 29 9 4 61 25 12 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 108,749
Positions
1,387 38,192 33,551 48,237 2,039 2,021 15,617 20,648 870 3,132 3,843 0 3,934 7,585
Changes from: November 21, 2023 Total Change is: 34,525
-28 -6,068 31,970 -614 -347 1,995 500 586 868 52 -299 -168 -50 5,988
Percent of Open Interest Represented by Each Category of Trader
1.3 35.1 30.9 44.4 1.9 1.9 14.4 19.0 0.8 2.9 3.5 0.0 3.6 7.0
Number of Traders in Each Category Total Traders: 80
. 6 . 15 5 . 25 9 . 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,460
Positions
33,579 4,297 47 3,688 27,566 355 8,894 13,455 623 557 801 14 3,703 4,302
Changes from: November 21, 2023 Total Change is: 3,323
1,359 -720 -6 899 1,524 14 784 2,741 -77 -229 -5 0 579 -148
Percent of Open Interest Represented by Each Category of Trader
65.3 8.4 0.1 7.2 53.6 0.7 17.3 26.1 1.2 1.1 1.6 0.0 7.2 8.4
Number of Traders in Each Category Total Traders: 87
11 . . 10 18 . 17 22 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,220
Positions
459 2,790 6 2,586 1,529 77 8,122 7,041 248 231 308 0 1,491 1,221
Changes from: November 21, 2023 Total Change is: -7,040
99 32 5 -11,575 435 0 4,702 -7,520 -51 -35 134 0 -185 -75
Percent of Open Interest Represented by Each Category of Trader
3.5 21.1 0.0 19.6 11.6 0.6 61.4 53.3 1.9 1.7 2.3 0.0 11.3 9.2
Number of Traders in Each Category Total Traders: 34
. . . 4 4 . 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 100,979
Positions
46,442 15,152 1,343 20,153 18,320 1,142 11,828 24,717 1,449 5,015 21,005 40 13,567 17,812
Changes from: November 21, 2023 Total Change is: 6,481
-3,299 4,167 515 3,117 -2,682 770 3,732 330 -333 -945 1,627 40 2,884 2,048
Percent of Open Interest Represented by Each Category of Trader
46.0 15.0 1.3 20.0 18.1 1.1 11.7 24.5 1.4 5.0 20.8 0.0 13.4 17.6
Number of Traders in Each Category Total Traders: 117
17 14 7 18 8 5 23 24 12 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 98,357
Positions
46,388 15,233 1,210 20,153 18,320 1,142 11,544 24,209 1,238 4,986 20,490 17 11,679 16,498
Changes from: November 21, 2023 Total Change is: 3,859
-3,353 4,248 382 3,117 -2,682 770 3,448 -178 -544 -974 1,112 17 996 734
Percent of Open Interest Represented by Each Category of Trader
47.2 15.5 1.2 20.5 18.6 1.2 11.7 24.6 1.3 5.1 20.8 0.0 11.9 16.8
Number of Traders in Each Category Total Traders: 105
15 14 5 18 8 5 20 20 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 44,345
Positions
8,444 24,031 0 24,998 9,064 5,616 3,209 4,183 0 0 0 0 2,078 1,451
Changes from: November 21, 2023 Total Change is: 379
-9 1,453 0 573 -76 0 -244 -1,079 0 0 0 0 59 81
Percent of Open Interest Represented by Each Category of Trader
19.0 54.2 0.0 56.4 20.4 12.7 7.2 9.4 0.0 0.0 0.0 0.0 4.7 3.3
Number of Traders in Each Category Total Traders: 41
4 6 0 18 7 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $50.00)
CFTC Code #13874+ Open Interest is 2,295,420
Positions
277,270 709,960 39,332 1,161,034 367,388 175,620 172,624 490,862 67,917 118,941 207,791 15,395 267,288 221,156
Changes from: November 21, 2023 Total Change is: 39,904
-11,167 -9,214 6,421 27,122 -5,782 -4,377 8,506 16,313 10,116 4,183 24,433 2,089 -2,989 -96
Percent of Open Interest Represented by Each Category of Trader
12.1 30.9 1.7 50.6 16.0 7.7 7.5 21.4 3.0 5.2 9.1 0.7 11.6 9.6
Number of Traders in Each Category Total Traders: 513
35 36 26 180 64 104 78 76 69 21 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 23,417
Positions
8,761 11,603 0 8,134 7,188 915 4,103 1,258 0 0 0 0 1,504 2,453
Changes from: November 21, 2023 Total Change is: 287
0 524 0 18 -534 0 166 235 0 0 0 0 103 62
Percent of Open Interest Represented by Each Category of Trader
37.4 49.5 0.0 34.7 30.7 3.9 17.5 5.4 0.0 0.0 0.0 0.0 6.4 10.5
Number of Traders in Each Category Total Traders: 27
4 7 0 4 4 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 37,150
Positions
4,230 31,114 7 25,952 3,319 0 3,733 971 0 0 0 0 3,228 1,739
Changes from: November 21, 2023 Total Change is: 275
236 277 0 172 2 0 -240 0 0 0 0 0 107 -4
Percent of Open Interest Represented by Each Category of Trader
11.4 83.8 0.0 69.9 8.9 0.0 10.0 2.6 0.0 0.0 0.0 0.0 8.7 4.7
Number of Traders in Each Category Total Traders: 38
. 10 . 16 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,279,894
Positions
277,160 709,009 39,332 1,158,760 367,503 175,242 174,618 493,262 61,643 123,809 207,641 10,525 258,805 215,737
Changes from: November 21, 2023 Total Change is: 39,680
-11,128 -8,955 6,421 27,052 -5,782 -4,378 10,594 18,192 8,254 8,688 28,710 -2,416 -3,407 -366
Percent of Open Interest Represented by Each Category of Trader
12.2 31.1 1.7 50.8 16.1 7.7 7.7 21.6 2.7 5.4 9.1 0.5 11.4 9.5
Number of Traders in Each Category Total Traders: 505
35 36 26 176 64 101 73 79 66 21 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 37,160
Positions
26,003 33,493 0 8,229 317 0 1,104 878 0 0 0 0 1,824 2,472
Changes from: November 21, 2023 Total Change is: -72
-292 18 0 19 0 0 248 -278 0 0 0 0 -47 188
Percent of Open Interest Represented by Each Category of Trader
70.0 90.1 0.0 22.1 0.9 0.0 3.0 2.4 0.0 0.0 0.0 0.0 4.9 6.7
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 34,549
Positions
18,967 9,732 0 11,863 6,883 162 1,630 16,390 27 0 0 0 1,900 1,355
Changes from: November 21, 2023 Total Change is: 431
5 1,550 0 538 -266 0 -85 -816 6 0 0 0 -33 -43
Percent of Open Interest Represented by Each Category of Trader
54.9 28.2 0.0 34.3 19.9 0.5 4.7 47.4 0.1 0.0 0.0 0.0 5.5 3.9
Number of Traders in Each Category Total Traders: 32
7 5 0 9 . . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 155,262
Positions
1,099 9,506 0 24,775 890 1,740 41,863 37,800 943 0 50,183 12 84,830 54,188
Changes from: November 21, 2023 Total Change is: 2,244
-386 -2,593 0 777 79 -71 -1,938 155 -318 0 2,287 1 4,179 2,704
Percent of Open Interest Represented by Each Category of Trader
0.7 6.1 0.0 16.0 0.6 1.1 27.0 24.3 0.6 0.0 32.3 0.0 54.6 34.9
Number of Traders in Each Category Total Traders: 28
. . 0 11 . 4 8 4 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 430,924
Positions
154,234 158,269 144,661 1,634 38,000 0 27,645 10,647 74,780 25,277 0 250 2,443 4,317
Changes from: November 21, 2023 Total Change is: 6,597
477 4,786 2,256 1,634 0 0 2,925 0 75 0 0 0 -770 -520
Percent of Open Interest Represented by Each Category of Trader
35.8 36.7 33.6 0.4 8.8 0.0 6.4 2.5 17.4 5.9 0.0 0.1 0.6 1.0
Number of Traders in Each Category Total Traders: 35
7 12 18 . . 0 4 4 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 40,257
Positions
5,276 2,752 1 23,862 24,087 1,973 334 2,191 191 250 2,941 1 8,369 6,120
Changes from: November 21, 2023 Total Change is: 506
223 410 1 1,384 527 -274 -670 -391 -28 0 878 0 -130 -617
Percent of Open Interest Represented by Each Category of Trader
13.1 6.8 0.0 59.3 59.8 4.9 0.8 5.4 0.5 0.6 7.3 0.0 20.8 15.2
Number of Traders in Each Category Total Traders: 63
6 4 . 28 16 12 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $20)
CFTC Code #20974+ Open Interest is 304,631
Positions
52,741 120,104 2,990 111,623 15,948 6,815 49,655 44,636 13,498 21,259 53,661 827 45,223 46,151
Changes from: November 21, 2023 Total Change is: 9,604
3,253 9,397 258 1,567 -1,035 -97 4,049 -3,832 203 137 983 -222 457 3,949
Percent of Open Interest Represented by Each Category of Trader
17.3 39.4 1.0 36.6 5.2 2.2 16.3 14.7 4.4 7.0 17.6 0.3 14.8 15.1
Number of Traders in Each Category Total Traders: 320
29 31 14 82 25 36 61 44 33 16 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 293,315
Positions
53,035 119,748 2,508 111,274 15,948 6,803 46,913 49,046 8,353 21,150 51,254 777 42,502 38,878
Changes from: November 21, 2023 Total Change is: 9,003
3,129 9,413 303 1,584 -1,035 -94 3,332 -3,601 103 -48 603 -12 706 3,323
Percent of Open Interest Represented by Each Category of Trader
18.1 40.8 0.9 37.9 5.4 2.3 16.0 16.7 2.8 7.2 17.5 0.3 14.5 13.3
Number of Traders in Each Category Total Traders: 291
27 28 12 78 25 36 51 47 29 11 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 113,163
Positions
1,813 8,314 72 3,490 0 122 74,446 2,931 4,423 1,089 24,068 500 27,208 72,733
Changes from: November 21, 2023 Total Change is: 6,013
784 -617 10 -173 0 -29 7,793 -1,678 369 -350 1,603 100 -2,491 6,255
Percent of Open Interest Represented by Each Category of Trader
1.6 7.3 0.1 3.1 0.0 0.1 65.8 2.6 3.9 1.0 21.3 0.4 24.0 64.3
Number of Traders in Each Category Total Traders: 44
. . . 5 0 . 16 5 5 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 550,971
Positions
113,595 109,229 12,949 190,911 168,022 37,784 130,483 133,005 5,748 32,510 60,587 245 26,746 23,402
Changes from: November 21, 2023 Total Change is: 13,891
4,969 -386 1,059 5,378 -1,491 471 1,609 9,480 255 571 4,278 0 -421 225
Percent of Open Interest Represented by Each Category of Trader
20.6 19.8 2.4 34.6 30.5 6.9 23.7 24.1 1.0 5.9 11.0 0.0 4.9 4.2
Number of Traders in Each Category Total Traders: 353
28 22 7 86 69 50 47 66 26 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 25,965
Positions
10,917 10,707 0 13,889 13,901 0 358 523 0 0 0 0 801 834
Changes from: November 21, 2023 Total Change is: -166
-414 0 0 384 -39 0 0 0 0 0 0 0 -136 -127
Percent of Open Interest Represented by Each Category of Trader
42.0 41.2 0.0 53.5 53.5 0.0 1.4 2.0 0.0 0.0 0.0 0.0 3.1 3.2
Number of Traders in Each Category Total Traders: 23
. 6 0 9 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 22,741
Positions
260 580 2 986 108 164 4,941 2,387 2,809 1,374 810 0 12,205 15,881
Changes from: November 21, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 2.6 0.0 4.3 0.5 0.7 21.7 10.5 12.4 6.0 3.6 0.0 53.7 69.8
Number of Traders in Each Category Total Traders: 20
. . . . . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 17,204
Positions
1,492 9,410 0 10,205 0 11 1,382 3,347 57 364 1,542 0 3,693 2,837
Changes from: November 21, 2023 Total Change is: 327
0 35 0 274 -400 -1 0 713 12 0 -25 0 42 -7
Percent of Open Interest Represented by Each Category of Trader
8.7 54.7 0.0 59.3 0.0 0.1 8.0 19.5 0.3 2.1 9.0 0.0 21.5 16.5
Number of Traders in Each Category Total Traders: 26
. 4 0 11 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 65,679
Positions
14,632 21,448 5,394 15,943 2,079 496 15,540 5,273 1,495 3,017 466 0 9,162 29,028
Changes from: November 21, 2023 Total Change is: 1,602
499 -650 545 -269 241 -8 1,077 1,596 -25 144 0 0 -361 -97
Percent of Open Interest Represented by Each Category of Trader
22.3 32.7 8.2 24.3 3.2 0.8 23.7 8.0 2.3 4.6 0.7 0.0 13.9 44.2
Number of Traders in Each Category Total Traders: 69
11 8 . 13 . 5 17 10 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 407,913
Positions
37,320 211,529 844 287,129 59,856 30,230 18,827 34,865 3,099 16,802 58,608 1,289 12,373 7,593
Changes from: November 21, 2023 Total Change is: 14,468
1,589 8,909 -800 9,580 -2,109 64 1,414 3,129 157 -145 3,310 216 2,393 1,592
Percent of Open Interest Represented by Each Category of Trader
9.1 51.9 0.2 70.4 14.7 7.4 4.6 8.5 0.8 4.1 14.4 0.3 3.0 1.9
Number of Traders in Each Category Total Traders: 199
13 16 5 83 41 36 19 20 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,012,923
Positions
77,275 454,106 12,750 615,219 258,776 111,774 117,440 130,089 6,092 37,554 20,378 2,717 32,102 16,241
Changes from: November 21, 2023 Total Change is: 13,894
3,428 12,239 -2,828 5,686 -14,251 -3,021 9,947 19,455 -1,288 0 2,935 459 1,511 194
Percent of Open Interest Represented by Each Category of Trader
7.6 44.8 1.3 60.7 25.5 11.0 11.6 12.8 0.6 3.7 2.0 0.3 3.2 1.6
Number of Traders in Each Category Total Traders: 410
23 21 8 161 67 80 63 35 24 26 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 268,767
Positions
15,147 193,114 38,475 54,472 0 1,848 126,819 5,473 23,335 8,359 6,449 0 312 73
Changes from: November 21, 2023 Total Change is: 36
484 1,965 -1,168 38 0 0 1,746 280 -1,041 7 0 0 -30 0
Percent of Open Interest Represented by Each Category of Trader
5.6 71.9 14.3 20.3 0.0 0.7 47.2 2.0 8.7 3.1 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 109
11 24 16 17 0 . 37 6 12 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,308,135
Positions
30,226 189,988 8,545 695,595 273,762 178,850 80,185 364,335 28,977 75,166 103,690 526 210,065 159,462
Changes from: November 21, 2023 Total Change is: -74,015
-8,684 -2,396 516 -20,003 -4,285 -7,406 -968 -32,051 -27,951 -1,625 9,321 -16,470 8,576 6,707
Percent of Open Interest Represented by Each Category of Trader
2.3 14.5 0.7 53.2 20.9 13.7 6.1 27.9 2.2 5.7 7.9 0.0 16.1 12.2
Number of Traders in Each Category Total Traders: 195
13 12 10 64 33 62 25 29 18 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,600,509
Positions
12,420 84,980 5,684 934,223 265,233 282,522 97,854 698,614 43,363 47,745 53,239 64 176,634 166,810
Changes from: November 21, 2023 Total Change is: -50,659
3,129 23,416 2,164 -1,080 -1,690 -15,266 -435 -36,595 -25,610 -2,884 4,788 -3,550 -7,127 1,684
Percent of Open Interest Represented by Each Category of Trader
0.8 5.3 0.4 58.4 16.6 17.7 6.1 43.6 2.7 3.0 3.3 0.0 11.0 10.4
Number of Traders in Each Category Total Traders: 173
5 11 8 71 30 58 13 31 17 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,080,415
Positions
142,395 421,733 13,212 1,829,905 494,971 301,911 906,694 2,438,347 75,025 506,958 178,292 24,531 279,784 132,393
Changes from: November 21, 2023 Total Change is: -123,574
-1,393 61,065 -32,051 -64,334 -18,533 -11,891 12,596 -78,628 -37,943 12,454 -3,188 -4,845 3,833 2,440
Percent of Open Interest Represented by Each Category of Trader
3.5 10.3 0.3 44.8 12.1 7.4 22.2 59.8 1.8 12.4 4.4 0.6 6.9 3.2
Number of Traders in Each Category Total Traders: 446
27 26 17 154 40 90 82 60 48 45 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,775,113
Positions
115,916 264,591 98,006 2,391,192 1,112,332 723,404 379,923 1,834,474 156,741 472,432 200,496 5,890 431,609 379,179
Changes from: November 21, 2023 Total Change is: -183,028
-36,501 -14,113 4,926 38,510 -35,716 -14,265 13,947 13,028 -81,933 -41,836 6,034 -51,085 -14,791 -9,904
Percent of Open Interest Represented by Each Category of Trader
2.4 5.5 2.1 50.1 23.3 15.1 8.0 38.4 3.3 9.9 4.2 0.1 9.0 7.9
Number of Traders in Each Category Total Traders: 417
23 29 23 133 60 105 60 69 59 25 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 2,024,011
Positions
72,474 169,562 4,999 984,551 569,641 303,495 251,854 557,437 32,089 166,880 109,871 1,186 206,483 275,731
Changes from: November 21, 2023 Total Change is: -244,133
1,102 -13,471 -2,582 -42,443 10,432 -115,845 114 -48,659 -75,246 -410 22,276 -749 -8,074 -20,289
Percent of Open Interest Represented by Each Category of Trader
3.6 8.4 0.2 48.6 28.1 15.0 12.4 27.5 1.6 8.2 5.4 0.1 10.2 13.6
Number of Traders in Each Category Total Traders: 186
4 16 6 54 50 57 13 27 14 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,775
Positions
0 0 0 0 0 0 487 694 2,488 767 616 0 1,033 977
Changes from: November 21, 2023 Total Change is: -1,247
0 0 0 0 0 0 -437 -296 -911 148 98 0 -47 -138
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 10.2 14.5 52.1 16.1 12.9 0.0 21.6 20.5
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 . . . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 6,081,130
Positions
163,254 716,184 20,731 2,897,118 991,791 760,372 1,018,362 2,972,432 205,067 568,797 114,743 1,304 446,125 298,506
Changes from: November 21, 2023 Total Change is: -91,830
8,823 68,350 -13,157 -16,028 -25,717 635 -14,808 -94,820 8,940 -24,273 2,163 -49,866 7,904 11,642
Percent of Open Interest Represented by Each Category of Trader
2.7 11.8 0.3 47.6 16.3 12.5 16.7 48.9 3.4 9.4 1.9 0.0 7.3 4.9
Number of Traders in Each Category Total Traders: 394
17 34 15 150 35 100 56 64 50 27 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,917,677
Positions
527,970 224,201 509,212 32,348 34,665 35,318 265,311 559,550 493,788 12,254 2,790 11,225 30,251 46,928
Changes from: November 21, 2023 Total Change is: 155,414
28,488 -5,250 27,525 -10,230 -150 -9,588 49,514 73,881 78,197 -718 -290 -2,248 -5,526 -6,663
Percent of Open Interest Represented by Each Category of Trader
27.5 11.7 26.6 1.7 1.8 1.8 13.8 29.2 25.7 0.6 0.1 0.6 1.6 2.4
Number of Traders in Each Category Total Traders: 153
31 27 51 4 6 5 36 37 54 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 26,911
Positions
13,345 12,342 5,439 326 122 215 643 1,506 6,705 100 442 89 49 51
Changes from: November 21, 2023 Total Change is: -294
0 296 39 0 70 -6 124 -246 -463 0 0 0 12 16
Percent of Open Interest Represented by Each Category of Trader
49.6 45.9 20.2 1.2 0.5 0.8 2.4 5.6 24.9 0.4 1.6 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 39
13 4 9 . . . 6 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is10,837,439
Positions
2,262,632 2,987,272 1,550,751 346,148 863,616 966,830 2,301,999 879,458 3,206,880 67,254 245,756 103,178 31,767 33,698
Changes from: November 21, 2023 Total Change is: 331,008
-51,176 89,399 96,609 -59,399 65,378 3,894 185,389 -89,983 177,296 -992 8,455 -15,831 -4,782 -4,209
Percent of Open Interest Represented by Each Category of Trader
20.9 27.6 14.3 3.2 8.0 8.9 21.2 8.1 29.6 0.6 2.3 1.0 0.3 0.3
Number of Traders in Each Category Total Traders: 888
67 113 142 42 81 62 138 162 192 99 110 110
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 1,094,176
Positions
420,279 287,366 211,414 151,017 3,619 4,695 161,828 427,213 140,584 3,017 18,631 374 968 280
Changes from: November 21, 2023 Total Change is: 161,282
57,751 -1,464 9,479 22,872 314 189 60,555 143,410 13,530 -180 -571 37 -2,951 -3,642
Percent of Open Interest Represented by Each Category of Trader
38.4 26.3 19.3 13.8 0.3 0.4 14.8 39.0 12.8 0.3 1.7 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 188
29 57 56 . 6 . 23 54 46 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 17,971
Positions
2,394 0 0 0 38 0 13,562 12,314 1,980 35 3,638 0 0 1
Changes from: November 21, 2023 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 0.2 0.0 75.5 68.5 11.0 0.2 20.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 69,394
Positions
2,546 25 31,585 40 168 0 4,045 17,729 19,265 11,913 582 0 0 40
Changes from: November 21, 2023 Total Change is: 50
0 0 0 0 -40 0 0 63 0 50 7 0 0 20
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 45.5 0.1 0.2 0.0 5.8 25.5 27.8 17.2 0.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 5 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 32,922
Positions
6,858 0 1,253 0 469 0 1,300 23,526 2,839 20,672 4,774 0 0 61
Changes from: November 21, 2023 Total Change is: 90
0 0 0 0 0 0 -10 52 0 100 38 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.8 0.0 3.8 0.0 1.4 0.0 3.9 71.5 8.6 62.8 14.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . 0 . 0 . 9 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 23,027
Positions
676 6,408 73 11,448 0 235 4,479 13,303 547 3,720 1,565 161 1,688 735
Changes from: November 21, 2023 Total Change is: 1,088
-174 182 -105 475 -34 -15 699 1,981 -384 1,019 412 -451 24 -498
Percent of Open Interest Represented by Each Category of Trader
2.9 27.8 0.3 49.7 0.0 1.0 19.5 57.8 2.4 16.2 6.8 0.7 7.3 3.2
Number of Traders in Each Category Total Traders: 131
4 13 . 18 0 . 33 42 14 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,584
Positions
255 2,734 28 1,535 0 46 2,240 4,690 115 2,047 890 22 3,296 1,059
Changes from: November 21, 2023 Total Change is: -4,683
-2,648 -5,089 -583 -101 -10 -9 185 1,253 -634 -628 311 3 -268 75
Percent of Open Interest Represented by Each Category of Trader
2.7 28.5 0.3 16.0 0.0 0.5 23.4 48.9 1.2 21.4 9.3 0.2 34.4 11.0
Number of Traders in Each Category Total Traders: 101
4 . . 5 0 . 21 9 5 43 16 .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 6,095
Positions
1,775 0 2 0 0 0 105 2,348 0 3,491 3,334 0 722 411
Changes from: November 21, 2023 Total Change is: 295
1,775 -2,062 2 0 0 0 -788 362 -42 -292 1,956 -20 -340 99
Percent of Open Interest Represented by Each Category of Trader
29.1 0.0 0.0 0.0 0.0 0.0 1.7 38.5 0.0 57.3 54.7 0.0 11.8 6.7
Number of Traders in Each Category Total Traders: 51
. 0 . 0 0 0 . . 0 23 23 0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,748
Positions
208 989 57 1,567 25 13 1,984 3,575 23 1,056 771 0 840 295
Changes from: November 21, 2023 Total Change is: 429
19 -58 -76 167 25 -1 227 958 -255 409 -137 0 -61 -27
Percent of Open Interest Represented by Each Category of Trader
3.6 17.2 1.0 27.3 0.4 0.2 34.5 62.2 0.4 18.4 13.4 0.0 14.6 5.1
Number of Traders in Each Category Total Traders: 76
4 7 . 10 . . 22 23 4 7 . 0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 17,532
Positions
503 3,796 507 2,117 576 512 948 4,536 3,932 8,128 3,317 65 820 291
Changes from: November 21, 2023 Total Change is: -1,418
503 -358 507 204 255 -88 -954 -4,613 2,080 -3,692 841 5 17 -47
Percent of Open Interest Represented by Each Category of Trader
2.9 21.7 2.9 12.1 3.3 2.9 5.4 25.9 22.4 46.4 18.9 0.4 4.7 1.7
Number of Traders in Each Category Total Traders: 81
. . . . . . 6 6 . 50 14 .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 4,267
Positions
0 1,699 1 0 0 0 107 856 1 3,702 1,538 0 456 172
Changes from: November 21, 2023 Total Change is: -417
0 732 -233 0 0 0 82 -1,170 -9 -23 310 -20 -214 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 39.8 0.0 0.0 0.0 0.0 2.5 20.1 0.0 86.8 36.0 0.0 10.7 4.0
Number of Traders in Each Category Total Traders: 43
0 . . 0 0 0 . . . 27 11 0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 39,359
Positions
0 24,274 0 13,495 351 697 19,793 6,870 1,047 1,592 2,590 0 2,735 3,530
Changes from: November 21, 2023 Total Change is: 1,465
0 0 0 -3,002 171 14 5,903 223 563 -1,460 217 0 -553 277
Percent of Open Interest Represented by Each Category of Trader
0.0 61.7 0.0 34.3 0.9 1.8 50.3 17.5 2.7 4.0 6.6 0.0 6.9 9.0
Number of Traders in Each Category Total Traders: 97
0 . 0 14 . 4 22 21 5 14 19 0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 390,752
Positions
51,515 26,601 15,420 86,644 86,180 62,578 62,301 90,601 59,980 10,848 6,886 15,196 26,270 27,310
Changes from: November 21, 2023 Total Change is: -605
6,820 2,607 -3,056 -5,970 3,067 2,146 1,108 -3,714 -3,641 -162 -844 1,653 497 1,177
Percent of Open Interest Represented by Each Category of Trader
13.2 6.8 3.9 22.2 22.1 16.0 15.9 23.2 15.3 2.8 1.8 3.9 6.7 7.0
Number of Traders in Each Category Total Traders: 213
15 11 21 21 34 25 41 46 61 14 12 26
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Traders in Financial Futures - Futures Only Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 66,544
Positions
50,871 46,805 0 13,876 4,449 56 569 14,674 381 525 123 0 266 56
Changes from: November 21, 2023 Total Change is: 1,924
0 0 0 3,138 -385 -38 -1,370 2,307 4 178 15 -10 22 31
Percent of Open Interest Represented by Each Category of Trader
76.4 70.3 0.0 20.9 6.7 0.1 0.9 22.1 0.6 0.8 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 6 4 . 6 . 0
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Updated December 1, 2023